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Is it possible to calculate the autocovariance of a DT WSS signal knowing only it's mean and it's linear estimator?

Let's also assume that we know that $C_{xx} [0] = K$ Where $K$ is some constant. I'm trying to figure out if that's possible and if yes how I would get around doing it.
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327 views

How do I find transfer function of a discrete-time system when its state-space form is given?

I read this and this Wikipedia pages, but both of them are explaining continuous-time systems. My question is about discrete-time case. For example, given the state-space equations of the second ...
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7 views

recovering of time series in SSA

i am trying to reconstruct time series from SSA ,because according to this link http://en.wikipedia.org/wiki/Singular_spectrum_analysis there is procedure ...
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1answer
270 views

DSP, discrete time, how to calculate the frequency

this is from Digital Signal Processing, 4th ed, Sanjit K Mitra, problem 2.39b. The question is: Determine the fundamental period of $x[n] = cos(0.6n\pi + 0.3\pi)$ Since x[n], is in square brackets, ...
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1answer
40 views

Autocorrelation and spectral density in MATLAB

This question is threefold. We have an LTI system that is a first degree Butterworth LP filter with the power TF where fu = 110Hz and ...
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13 views

Amplitude Spectrum, Nyquist Frequency, mixed/min/max wavelets

The problem is here. Now I know the definition of mixed/max/min phase wavelets, whether the roots lie within the unit circle or not. Starting from n = 1, let $$ x_t = ( 5, 6) $$ $$ X(z) = 5 + 6z $$ ...
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16 views

Matlab function that returns samples of random process

Given an autocorrelation function for a random process $X(t)$, how could I write a Matlab function that returns samples of $X(t)$? (specifically $X(n\cdot \Delta t)$, $n=0,1...,N$ where ...
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2answers
82 views

detect largest period in non-harmonic components

let us consider following sinusoidal components $\sin(2\pi 13.5t)+\sin(2\pi 13.99t)+\sin(2\pi 25.3t)+\sin(2\pi 26t)$, clearly this is not periodic in total,because frequencies or periods are not ...
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29 views

Phase vocoder equation

I know I can adjust the frequency of a waveform using a modified version of the sine wave equation amplitude*cos(2*pi*frequency*time+phase) this will allow me to adjust the frequency of a signal. ...
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10 views

Is the autocorrelation of a function the same if one term is flipped on the y axis?

I have some questions about autocorrelation. They are very related, so I thought that one single post was appropriate for the topic. The first question is already illustrated in the subject: if I ...
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22 views

is following model stationary?

I am interested if following model is stationary,model is represented by following formula $$ x(n) = \sum_{p=1}^{P} a_p \cos(2\pi f_pn + \phi_p) + \epsilon(n) $$ $n$ is changing from $1$ to $N$, I ...
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Fourier transform of 1 cycle of sine wave

Consider the signal: $\begin{align*} f(t) &= \sin(\omega t) \tag{$0 \leq t \leq 2\pi/\omega$}\\ &= 0 \tag{elsewhere} \end{align*}$ How to compute the Fourier transform of $f(t)$? I ...
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13 views

use relevant wavelet basis for periodic components

i would like to understand how should i use following code for code for detection of uknown frequencies?let us consider following signal ...
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11 views

when is phase information protected?

I have general question that when is the phase of a signal protected in time domain and frequency domain and vice versa? can anybody help me? Thanks in advance.
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204 views

Wavelets: Cone Of Influence

While reading this paper I came across the term Cone of Influence which is described as ...
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2answers
503 views

Scale Space - Scales and Octaves

So I'm desperately trying to understand scale space for signals, specifically for 2D images... I'm having trouble with algorithms that discuss creating a pyramid. Specifically, I don't understand how ...
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2answers
85 views

understanding the convolution in signals and systems

Hi : I've been reading introductions to signals and systems but my background is probability and statistics. In probability, the concept of convolution makes perfect sense to me. If $t$ is a random ...
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1answer
22 views

The fourier transformation of complicated function

What is the Fourier transformation of $\operatorname{sech}(at)\operatorname{exp}(bt^2)$, where $a$ and $b$ are some constant?
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2answers
144 views

Compressive sensing with non square matrices

I'm implementing the algorithm in the following paper: "Compressive sensing for wideband cognitive radios" http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=04218361 However I've run into a ...
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1answer
2k views

The definition of NMSE (normalized mean square error)

Many papers use the NMSE function without ever explicitly defining it. I have always assumed that $$MSE(x,y)=\frac 1N \sum_i (x_i-y_i)^2$$ and $$ NMSE(x,y)=MSE(x,y)/MSE(x,0) = \frac{\| x-y\|_2^2}{\| ...
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Fourier Transform, Geophysics, Signal Analysis

Geophysics question I don't know if i'm over simplifying it but it says $$ \omega_0 = 2\pi f_0 $$ where $$f_0 = 1/2\pi $$ because that's the frequency of cosine? And that'd just make $\omega_0 = 1$. ...
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45 views

HELP needed to invert FFT result vector to measurement value?

I have an FFT output vector [0 0 4-4i 0 0 0 0 0]. While doing the inverse FFT with this by Excel i get as a result [0.5 0.5 -0.5 -0.5 0.5 0.5 -0.5 -0.5]. Can someone help me to explain the ...
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1answer
370 views

Undecimated Wavelet Transform (a trous algorithm) - how to determine 'anchor'/'center' of convolution filter

i am currently implementing the 'Undecimated Wavelet Transform' with the 'a trous' algorithm. See e.g. http://www.znu.ac.ir/data/members/fazli_saeid/DIP/Paper/ISSUE2/04060954_2.pdf, section II-A. As ...
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2answers
53 views

Curve Fitting a Cyclical Pattern of Data

I'm analyzing phonological characteristics of the 22 letters used in the Hebrew alphabet, and assigned each letter an enumeration to see if they are organized based on place of articulation: ...
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1answer
94 views

Kalman Filter Process Noise Covariance

I want to model the movement of a car on a straight 300m road in order to apply Kalman filter on some noisy discrete data and get an estimate of the position of the car. In a Kalman filter the matrix ...
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3answers
11k views

Matlab Speech Recognition - Mel-Frequency Cepstrum Coefficient (MFCC)

I'm following this Matlab Speech recognition tutorial. I'm stuck on page 5 on the term/concept of MFCC feature vectors. I'm unable to grasp the concept of what an MFCC is.. a matlab function, ...
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0answers
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Transforms with $O(N \log N)$ Complexity

Beside the Discrete Fourier and Walsh-Hadamard operators, are there any non-trivial, bijective operators that admit an evaluation algorithm of $O(N \log N)$ time complexity or better, whose inverses ...
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1answer
56 views

Multiplication with the derivative of the dirac delta

I have a function $x(t)$ that I'm multiplying with $\frac{d}{dt}\delta(t-kT)$ I know the property that $\frac{d}{dt}\delta(t-kT) = -\frac{\delta(t-kT)}{t-kT}$, and if I use that: ...
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1answer
22 views

What is the relationship between periodicity in a time domain signal and periodicity in the frequency domain representation of the same signal?

Is it true that the frequency domain representations of signals are always periodic? If so, is there intuition as to why? I'm having some trouble understanding what periodicity in the frequency ...
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0answers
23 views

Fourier transform, what is the signal we're analyzing?

I studied Fourier Transform at university (very basic) and I know that it is a mathematical tool to get the frequencies out of a time signal (of some kind). There's something I have always wondered: ...
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1answer
24 views

Should mean be subtracted before conducting singular spectrum analysis (SSA)?

I have read that for the multivariate form you need to subtract the mean and divide by the standard deviation. Is this necessary before performing basic SSA on one signal? Thanks
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2answers
22 views

Finding transfer function with Fast Fourier Fransform.

I have two signals with input = a(t) and output = b(t) that have been sampled every 0.01s and as such the fast Fourier transform has been used on both and utilised to produce a transfer function. The ...
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1answer
20 views

Average power of a signal

What is the average power of the signal below?
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1answer
33 views

Continuous Hidden Markov Modeling

I am writing a speaker recognition program in Matlab using Mel Frequency Cepstral Coefficients, and although I have gotten the problem to work using discrete time wrapping, I was interested in try to ...
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0answers
4 views

How can I calculate distribution of minima of sections of a continuous path (from a stochastic process)?

I have a long slab whose width is defined by a stochastic process, whose complete statistics I am aware of, say. I now cut it into smaller sections of uniform length, and calculate the minimum width ...
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1answer
189 views

Calculate phase and amplitude of a sampled sine wave

I have an electronics project where I sample two sine waves. I would like to know what the amplitude (peak) and difference in phase is. Actually I just need to know the average product of the two ...
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0answers
14 views

Features of continuous-time sinusoidal signal

How I can find features of sinusoidal signals such as; amplitude, cyclic frequency, radian frequency, period ($T◦$), phase in degrees, phase in radians of an $x(t) = A \cos(2\pi f◦t + \phi)$. I ...
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0answers
23 views

Determining valid frequency domain DTFT's

This question may or not be off-topic but it concerns Fourier Transforms so I'm assuming it's of some relevance here. One of my problem set questions is... Are the following frequency domain ...
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1answer
13 views

The signal $\cos(2 \pi t )$ is an eigenfunction of every LTI system?

for $\sin(2 \pi t)$: Apparently that it's not an eigenfunction real-valued impulse response $h(t)$ but it's a eigenfunction for real-valued and even impulse response $h(t)$ What gives?
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what does the sine function tell you about an input

Intuitively, I'm trying to understand the significance of the input in a sine function. I'm currently, trying to develop intuition behind sinusoids and what the input tells you about the output and ...
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3answers
529 views

Fourier transform of $\left|\frac{\sin x}{x}\right|$

Is there a closed form (possibly, using known special functions) for the Fourier transform of the function $f(x)=\left|\frac{\sin x}{x}\right|$? $\hspace{.7in}$ I tried to find one using ...
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0answers
26 views

Power of sign functon

x(t) = sign(t) Value of Power(x(t))? I tried to use the standard ecuation for power calculation, but I am confused about its period. The solution I was given is 1W. Thanks
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3answers
613 views

Sensor fusioning in Kalman filter

I'm interested, how is the dual input in a sensor fusioning setup in a Kalman filter modeled? Say for instance that you have an accelerometer and a gyro and want to present the "horizon level", like ...
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1answer
136 views

Getting wiener filter coefficients in Matlab

I need to find two coefficients (w1,w2) for a wiener predictor filter of the signal x(n)=0.65x(n-1)-0.7x(n-2)+v(n) where: ...
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1answer
25 views

Plot recursive signal in Matlab

I need to create and plot this signal in matlab with 2000 points: x(n) = 0.6530 x(n-1) - 0.7001 x(n-2) + v(n) Where $x(-1)=x(-2)=0$ and $v(n) =$ white noise I ...
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2answers
111 views

Approximate a polynomial function using a sum of sine waves

I have a polynomial function which I need to approximate by a sum of sine waves with constant amplitude along a given domain. From what I hear, this might be a good time to make use of Fourier ...
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1answer
27 views

What is the meaning of a continuous curve in the frequency domain?

I am sorry for how rudimentary this question will sound. I approach the frequency domain thinking in discrete terms. The plane is frequency on the x axis and amplitude on they y (ignoring phases). ...
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1answer
429 views

Finding the poles of a system from a difference equation in MATLAB

I have a system tha is described by the following difference equation: $y(n) + 0.3y(n-1) - 0.3y(n-2) = 0.5x(n) - x(n-1)$ How can i compute, using MATLAB (e.g. with ...
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1answer
13 views

Expressing array response $A(Z) = \sum_{-N}^{N} w_n Z^n$ as sine-function

The array-response of an antenna can be defined as: $$A(Z) = \sum_{-N}^{N} w_n Z^n$$ where $Z = \exp(-i \omega \Delta t) = \exp(-ik\Delta x \sin \alpha)$ According to my textbook, if we let $w_n = ...
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3answers
65 views

period vs time period of sine wave

It's weird I'm still confused about this, but usually when we figure out the period of a sine wave from its graph, it's in radians. But the true period should be in time, like how fast we are ...